Copertina

Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Kamm, Kevin
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Optimization and Control Computational Finance Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
di: Ewald, Christian Oliver, et al.
Pubblicazione: (2023)

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
di: Kaakai, Sarah, et al.
Pubblicazione: (2022)

Risk Measures for DC Pension Plan Decumulation
di: Forsyth, Peter A., et al.
Pubblicazione: (2025)

Optimal Clearing Payments in a Financial Contagion Model
di: Calafiore, Giuseppe, et al.
Pubblicazione: (2021)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
di: Li, Chi-Lin, et al.
Pubblicazione: (2023)

Singular Control in a Cash Management Model with Ambiguity
di: Archankul, Arnon, et al.
Pubblicazione: (2023)

Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures
di: Calafiore, Giuseppe C.
Pubblicazione: (2026)

Risk-Averse Markov Decision Processes through a Distributional Lens
di: Cheng, Ziteng, et al.
Pubblicazione: (2022)

Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
di: Feinstein, Zachary, et al.
Pubblicazione: (2022)

Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
di: Gnabeyeu, Emmanuel, et al.
Pubblicazione: (2024)

Default Resilience and Worst-Case Effects in Financial Networks
di: Calafiore, Giuseppe, et al.
Pubblicazione: (2024)

Clearing Payments in Dynamic Financial Networks
di: Calafiore, Giuseppe C., et al.
Pubblicazione: (2022)

Robust Hedging of path-dependent options using a min-max algorithm
di: Banerjee, Purba, et al.
Pubblicazione: (2025)

Convolution Bounds on Quantile Aggregation
di: Blanchet, Jose, et al.
Pubblicazione: (2020)

Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
di: Zhang, Panpan, et al.
Pubblicazione: (2023)

Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
di: Ren, Xin Yue, et al.
Pubblicazione: (2024)

LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework
di: Liu, Hanchao, et al.
Pubblicazione: (2023)

On Data-Driven Drawdown Control with Restart Mechanism in Trading
di: Hsieh, Chung-Han
Pubblicazione: (2023)

Optimal dividends for a NatCat insurer in the presence of a climate tipping point
di: Albrecher, Hansjoerg, et al.
Pubblicazione: (2025)

Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target
di: Albrecher, Hansjoerg, et al.
Pubblicazione: (2026)

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
di: Thormann, Marah-Lisanne, et al.
Pubblicazione: (2024)

Optimal dividend and capital injection under self-exciting claims
di: Aubert, Paulin, et al.
Pubblicazione: (2025)

Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
di: Azcue, Pablo, et al.
Pubblicazione: (2025)

Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
di: Fogarty, Heather N., et al.
Pubblicazione: (2026)

Singular Control in Inventory Management with Smooth Ambiguity
di: Archankul, Arnon, et al.
Pubblicazione: (2025)

Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
di: Gnawali, Jagdish, et al.
Pubblicazione: (2025)

Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
di: Guo, Junyi, et al.
Pubblicazione: (2025)

On monotone completion of risk markets: Limit results for incomplete risk markets
di: Khajepour, Iman, et al.
Pubblicazione: (2025)

Quantifying the degree of risk aversion of spectral risk measures
di: van Beesten, E. Ruben
Pubblicazione: (2024)

Efficiently Computing the Quasiconcave Envelope with Incomplete Information
di: Wu, Jian, et al.
Pubblicazione: (2020)

Risk-aware stochastic scheduling of multi-market energy storage systems
di: Patrón, Gabriel D., et al.
Pubblicazione: (2025)

Dynamic Factor Models with Forward-Looking Views
di: Abdelhakmi, Anas, et al.
Pubblicazione: (2025)

Data-driven Approach for Static Hedging of Exchange Traded Options
di: Dhandapani, Vikranth Lokeshwar, et al.
Pubblicazione: (2023)

Autonomous Money Supply Strategy Utilizing Control Theory
di: Boneh, Yuval
Pubblicazione: (2024)

Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework
di: Xie, Xinqiao, et al.
Pubblicazione: (2025)

Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach
di: Bonollo, Michele, et al.
Pubblicazione: (2025)

Adaptive Money Market Interest Rate Strategy Utilizing Control Theory
di: Boneh, Yuval
Pubblicazione: (2024)

Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines
di: Boonen, Tim J., et al.
Pubblicazione: (2025)

Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty
di: Boonen, Tim J., et al.
Pubblicazione: (2026)

Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks
di: Arzel, Jules, et al.
Pubblicazione: (2026)